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  • How to shrink stpm2 (flexible parametric) survival model

    Hi all,

    I would like to shrink a flexible parametric survival model that I have generated using the stpm2 package using a boostrap-estimated shrinkage coefficient. Could someone guide me as to the process required? I would ideally like to save the shrunk model into a .ster file. I have achieved this for a logistic model by multiplying the coefficients by the shrinkage coefficient and then recalculating the intercept but there are a few more variables in a stpm2 model like the restricted cubic splines of the baseline hazard and their derivatives that I am unsure how to account for.

    We can use the following code as an example, where gender is a binary variable and age is a continuous variable:
    Code:
    stpm2 age i.gender, scale(h) df(2)
    Many thanks in advance,
    Markos
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